| In face of more and more frequent world financial crises, more and more attention is paid on operating risks and benefits, commercial banks concerned. In fact, this overpowering dependence on the control of bank loans risks and economic benefits can be traced back to the following causes:the implementation of the new Basel Capital Accord, the great significant impact of the tight monetary policy on commercial banks and the overwhelming influence of risks control and management benefits on the sustainable development of commercial banks.This paper is based on the new Basel Capital Accord, credit risk theory and credit risk measurement model. Firstly, it has an analysis of the economic meanings of RAROC and EVA according to the new capital agreement of Bank of China Gansu Branch.Then, this paper presents a quantitative analysis of RAROC and EVA of Bank of China Gansu Branch, which loans to customers from different industries, including a RAROC and EVA analysis of17industries, and a RAROC measurement of loan customers scale. It’s also pointed out that the benefits rate of Bank of China Gansu Branch is quite low after the company loan risks are adjusted, and the economic value is not high. The main cause of this problem is probably that the risk mitigation of sustained release company loans is weak, and too much capital is occupied. Combined with the implementation of the New Capital Accord deepening, the strengthening of credit risk mitigation brooks no delay.Finally, the requirements of the use of credit risk mitigation techniques are presented, along with feasible suggestions on the establishment of a sound credit risk mitigation and management system, enlarging the company loan proceeds. |
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